Theory of Stochastic Integrals /

In applications of stochastic calculus, there are phenomena that cannot be analyzed through the classical Itô theory. It is necessary, therefore, to have a theory based on stochastic integration with respect to these situations. Theory of Stochastic Integrals aims to provide the answer to this probl...

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Bibliographic Details
Main Author:	León, Jorge A. (Author)
Corporate Author:	Taylor & Francis
Format:	eBook
Language:	English
Published:	Boca Raton : CRC Press, Taylor & Francis Group, 2025.
Edition:	First edition.
Subjects:	Stochastic integrals. Intégrales stochastiques. MATHEMATICS / Calculus MATHEMATICS / Mathematical Analysis Electronic books.
Online Access:	Connect to the full text of this electronic book

Table of Contents:

1. Basic Tool and Concepts. 2. Riemann-Stieltjes integral. 3. Classical Stochastic Integration. 4. Divergence Operator. 5. Forward Integration. 6. Stratonovich Integration. 7. Stochastic Differential Equations. 8. Appendix.